+71.7%
TER vs ELV
+5.9%
+65.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.3% | -5.4% |
| 7D | +14.4% | +1.0% | +13.4% | +14.3% |
| 30D | -30.6% | +0.4% | -30.9% | -30.6% |
| 3M | -39.2% | +8.4% | -47.6% | -39.5% |
| 6M | -31.3% | +8.4% | -39.7% | -31.7% |
| YTD | +29.1% | +24.4% | +4.7% | +25.2% |
| 1Y | +47.4% | +33.5% | +13.9% | +41.7% |
| 3Y | +191.2% | -2.1% | +193.3% | +188.1% |
| All | +71.7% | +5.9% | +65.7% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ELV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling